"The Real Housewives of Salt Lake City" star Mary Cosby seemed concerned but hopeful about her son Robert's future in an Instagram post shared earlier this month ... but 2 weeks later, he was dead.

On February 7, Mary posted a picture of her 23-year-old son along with the caption "Thank you all for your prayers. Love you."

She commented ... "#godfirst Love you all. My Beautiful Son.. I love him sm."

As we reported ... Robert Cosby Jr. died Monday in Utah. His cause of death is unclear, but police had responded to a possible overdose ... his death is under investigation.

Over the years, 'RHOSLC' occasionally covered Robert and some of his wayward behavior ... like his run-ins with the law and his secret marriage to Alexiana Smokoff.

Just months ago, Alexiana filed for divorce. The estranged couple's drug problems were also a big part of Mary's 'Real Housewives' storyline.